Detecting changes in the ar parameters of a nonstationary arma process (Q3732797)

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Detecting changes in the ar parameters of a nonstationary arma process
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    Detecting changes in the ar parameters of a nonstationary arma process (English)
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    1986
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    non-stationary ARMA process
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    detection of parameter change
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    asymptotic normality
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    change point
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    instrumental variables method
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    asymptotic distribution
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